Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
3,028.0 |
3,057.0 |
29.0 |
1.0% |
3,053.0 |
High |
3,044.0 |
3,060.0 |
16.0 |
0.5% |
3,066.0 |
Low |
3,001.0 |
3,038.0 |
37.0 |
1.2% |
3,007.0 |
Close |
3,029.0 |
3,042.0 |
13.0 |
0.4% |
3,022.0 |
Range |
43.0 |
22.0 |
-21.0 |
-48.8% |
59.0 |
ATR |
51.7 |
50.2 |
-1.5 |
-2.9% |
0.0 |
Volume |
782,649 |
885,394 |
102,745 |
13.1% |
5,128,824 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,112.7 |
3,099.3 |
3,054.1 |
|
R3 |
3,090.7 |
3,077.3 |
3,048.1 |
|
R2 |
3,068.7 |
3,068.7 |
3,046.0 |
|
R1 |
3,055.3 |
3,055.3 |
3,044.0 |
3,051.0 |
PP |
3,046.7 |
3,046.7 |
3,046.7 |
3,044.5 |
S1 |
3,033.3 |
3,033.3 |
3,040.0 |
3,029.0 |
S2 |
3,024.7 |
3,024.7 |
3,038.0 |
|
S3 |
3,002.7 |
3,011.3 |
3,036.0 |
|
S4 |
2,980.7 |
2,989.3 |
3,029.9 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,208.7 |
3,174.3 |
3,054.5 |
|
R3 |
3,149.7 |
3,115.3 |
3,038.2 |
|
R2 |
3,090.7 |
3,090.7 |
3,032.8 |
|
R1 |
3,056.3 |
3,056.3 |
3,027.4 |
3,044.0 |
PP |
3,031.7 |
3,031.7 |
3,031.7 |
3,025.5 |
S1 |
2,997.3 |
2,997.3 |
3,016.6 |
2,985.0 |
S2 |
2,972.7 |
2,972.7 |
3,011.2 |
|
S3 |
2,913.7 |
2,938.3 |
3,005.8 |
|
S4 |
2,854.7 |
2,879.3 |
2,989.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,063.0 |
3,001.0 |
62.0 |
2.0% |
41.4 |
1.4% |
66% |
False |
False |
951,334 |
10 |
3,100.0 |
2,874.0 |
226.0 |
7.4% |
61.1 |
2.0% |
74% |
False |
False |
1,133,220 |
20 |
3,100.0 |
2,874.0 |
226.0 |
7.4% |
49.7 |
1.6% |
74% |
False |
False |
1,180,852 |
40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.1 |
1.5% |
74% |
False |
False |
1,074,349 |
60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.0 |
1.5% |
74% |
False |
False |
993,409 |
80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
43.0 |
1.4% |
74% |
False |
False |
746,565 |
100 |
3,102.0 |
2,721.0 |
381.0 |
12.5% |
42.8 |
1.4% |
84% |
False |
False |
599,041 |
120 |
3,102.0 |
2,649.0 |
453.0 |
14.9% |
44.4 |
1.5% |
87% |
False |
False |
500,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,153.5 |
2.618 |
3,117.6 |
1.618 |
3,095.6 |
1.000 |
3,082.0 |
0.618 |
3,073.6 |
HIGH |
3,060.0 |
0.618 |
3,051.6 |
0.500 |
3,049.0 |
0.382 |
3,046.4 |
LOW |
3,038.0 |
0.618 |
3,024.4 |
1.000 |
3,016.0 |
1.618 |
3,002.4 |
2.618 |
2,980.4 |
4.250 |
2,944.5 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
3,049.0 |
3,038.2 |
PP |
3,046.7 |
3,034.3 |
S1 |
3,044.3 |
3,030.5 |
|